well easiest way would be to use the command line.
open up the terminal, and type this in:
tar ztfv filename.tar.gz
This is to make sure that the person who made the zip has all the files extracted into a single directory; otherwise you will have files all over the place.
Once you are sure that there is a single place that everything will be extracted to --> Almost everytime there is. Run the following command to actually extract the files.
tar zxvf filename.tar.gz
Also good idea would me to check the man pages for tar, to get a feel of what all the commands do.
Also a GUI program to do extracting is ARK. It works on KDE, and I think that it should also work on Gnome. I usually just use the command line though.